Tour v528
CME
CME GROUP INC Class A
$264.48 -1.65%
$264.50 (+0.01%)🌙
as of 09/25 06:16 PM
◀ 9/25 18:16 ▶

Option Volume

Detail
ℹ
Current (09/25) 3,608
Calls: 1,441 (40%)
Puts: 2,167 (60%)
Prior (09/24) 1,855
Calls: 1,134 (61%)
Puts: 721 (39%)
Current vs Prior +94.50%
Calls: +27.07% (Calls)
Puts: +200.55% (Puts)
Prior 7-Day Total 17,509
Calls: 8,214 (47%)
Puts: 9,295 (53%)
Prior 7-Day Average 2,501
Calls: 1,173 (47%)
Puts: 1,327 (53%)
Current vs Prior 7-Day Avg +44.25%
Calls: +22.80%
Puts: +63.20%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/25) $1.55M
Calls: $704.1K (45%)
Puts: $849.0K (55%)
Prior (09/24) $2.01M
Calls: $1.07M (53%)
Puts: $937.0K (47%)
Current vs Prior -22.77%
Calls: -34.44%
Puts: -9.39%
Prior 7-Day Total $8.69M
Calls: $4.67M (54%)
Puts: $4.02M (46%)
Prior 7-Day Average $1.24M
Calls: $666.7K (54%)
Puts: $574.6K (46%)
Current vs Prior 7-Day Avg +25.12%
Calls: +5.60%
Puts: +47.77%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/25) 1.50
Prior (09/24) 0.64
Current vs Prior +136.52%
Prior 7-Day Average 1.21
Current vs Prior 7-Day Avg +24.78%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/25) 22,291
Calls: 12,764 (57%)
Puts: 9,527 (43%)
Prior (09/24) 16,213
Calls: 6,768 (42%)
Puts: 9,445 (58%)
Current vs Prior +37.49%
Prior 7-Day Total 143,017
Calls: 64,529 (45%)
Puts: 78,488 (55%)
Prior 7-Day Average 20,431
Calls: 9,218 (45%)
Puts: 11,212 (55%)
Current vs Prior 7-Day Avg +9.10%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 1.26% | 3.25%5.46% | 10.47%
Prior 1.98% | 3.79%5.39% | 10.64%
Current vs Prior +64.05% | +21.11%+1.33% | -1.52%
Prior 7-Day Avg 2.50% | 3.86%3.13% | 8.39%
Current vs 7-Day Avg +30.16% | +19.08%+74.70% | +24.81%
Prior 7-Day Eod 1.98% | 3.79%5.39% | 10.64%
Current vs 7-Day Eod +64.05% | +21.11%+1.33% | -1.52%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 16.52% | 11.95%
Calls: 21.62% | 14.88%
Puts: 11.43% | 9.01%
Prior 16.52% | 11.95%
Calls: 21.62% | 14.88%
Puts: 11.43% | 9.01%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 16.52% | 11.95%
Calls: 21.62% | 14.88%
Puts: 11.43% | 9.01%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Above-average activity with volume up 94% vs prior. Extreme bearish P/C ratio of 1.50 - heavy put buying. P/C ratio rising 137% - increased hedging/bearish positioning. Rising open interest (up 37%) indicates new positions being established.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
⏰ Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
⚡ Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 31 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Sep 252.606.40$4.5084.4%11.002
$240.00Oct 1624.1027.60$25.8513.5%10.92185
$257.50Sep 255.008.80$6.9055.1%210.79--
$257.50Oct 26.909.90$8.4035.7%20.77--
$262.50Sep 250.103.90$2.00190.0%90.75--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$272.50Sep 256.709.80$8.2537.6%10.96--
$280.00Oct 914.4017.50$15.9519.4%290.8438
$275.00Oct 29.5012.40$10.9526.5%10.83--
$275.00Sep 258.6012.50$10.5537.0%100.8231
$280.00Oct 1615.0018.00$16.5018.2%80.82--

Most actively traded options today. High liquidity = easy entry/exit. 115 active (total vol 2.7K, top 327)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Oct 168.6010.20$9.4017.0%1960.62176
$265.00Oct 22.954.50$3.7341.6%1510.525
$310.00Oct 20.000.55$0.28196.4%1000.03100
$315.00Oct 20.002.15$1.08199.1%1000.08100
$277.50Oct 90.352.85$1.60156.2%730.20--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Oct 161.152.00$1.5853.8%3270.17725
$265.00Sep 250.052.60$1.33191.7%2490.57501
$230.00Oct 160.050.30$0.18138.9%2330.02450
$262.50Sep 250.001.00$0.50200.0%1940.2819
$262.50Oct 21.153.10$2.1391.5%1600.3776

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 816.0%, max 1997.5%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$275.00Sep 25Oct 16564.6%26.9%1997.5%9242
$270.00Oct 2Oct 3029.0%28.5%1.7%1427
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$275.00Sep 25Oct 2564.6%29.7%1803.1%1131
$270.00Sep 25Oct 30392.7%28.5%1277.1%28199
$267.50Sep 25Oct 16302.2%26.1%1056.7%5430
$265.00Sep 25Oct 30198.5%26.2%656.8%252523
$262.50Sep 25Oct 16146.3%23.7%518.2%19520

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 75 found (best R:R 2.25, avg 5.77)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$262.50$265.00Sep 25$0.77$1.73$0.7775%2.25$263.27
$265.00$267.50Oct 2$0.63$1.87$0.6352%2.97$265.63
$300.00$310.00Oct 16$0.13$9.87$0.137%75.92$300.13
$267.50$270.00Oct 16$0.65$1.85$0.6544%2.85$268.15
$285.00$290.00Oct 23$0.37$4.63$0.3717%12.51$285.37
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$267.50$265.00Oct 16$0.90$1.60$0.9056%1.78$266.60
$255.00$250.00Oct 9$0.45$4.55$0.4522%10.11$254.55
$250.00$240.00Oct 30$1.35$8.65$1.3525%6.41$248.65
$272.50$270.00Oct 2$1.65$0.85$1.6579%0.52$270.85
$260.00$255.00Oct 30$1.55$3.45$1.5541%2.23$258.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 53 found (best R:R 0.56, avg 0.31)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$275.00$277.50Sep 25$0.90$0.90$1.6082%0.56$275.90
$270.00$280.00Oct 23$3.60$3.60$6.4058%0.56$273.60
$265.00$272.50Sep 25$1.15$1.15$6.3557%0.18$266.15
$272.50$277.50Oct 2$0.94$0.94$4.0677%0.23$273.44
$270.00$272.50Oct 2$1.01$1.01$1.4967%0.68$271.01
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$257.50$255.00Oct 9$1.05$1.05$1.4570%0.72$256.45
$252.50$250.00Oct 2$0.62$0.62$1.8883%0.33$251.88
$260.00$250.00Oct 23$3.07$3.07$6.9360%0.44$256.93
$255.00$250.00Oct 30$1.65$1.65$3.3567%0.49$253.35
$255.00$250.00Nov 6$1.70$1.70$3.3067%0.52$253.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.92, cheapest $2.02)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$265.00Sep 25Oct 2$2.50198.5%23.5%
$267.50Oct 2Oct 16$2.0528.5%26.1%
$270.00Oct 2Oct 9$1.1229.0%27.4%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$265.00Sep 25Oct 2$2.02198.5%23.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 26 found (cheapest 0.95% of stock, avg 4.56%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$262.50Sep 25$2.00$0.50$2.50$260.00$265.000.95%
$265.00Sep 25$1.23$1.33$2.56$262.44$267.560.97%
$260.00Sep 25$4.50$0.03$4.53$255.47$264.531.71%
$265.00Oct 2$3.73$3.35$7.08$257.92$272.082.68%
$262.50Oct 2$5.25$2.13$7.38$255.12$269.882.79%
$257.50Sep 25$6.90$1.13$8.03$249.47$265.533.04%
$272.50Sep 25$0.08$8.25$8.33$264.17$280.833.15%
$260.00Oct 2$6.60$2.20$8.80$251.20$268.803.33%
$270.00Oct 2$2.28$7.10$9.38$260.62$279.383.55%
$257.50Oct 2$8.40$1.55$9.95$247.55$267.453.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 108 found (cheapest 0.26% of stock, avg 1.97%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$277.50$262.50Sep 25$0.18$0.50$0.68$261.82$278.18
$280.00$262.50Sep 25$0.28$0.50$0.78$261.72$280.78
$277.50$257.50Sep 25$0.18$1.13$1.31$256.19$278.81
$305.00$235.00Oct 23$0.68$0.90$1.58$233.42$306.58
$280.00$257.50Sep 25$0.28$1.13$1.41$256.09$281.41
$275.00$262.50Sep 25$1.08$0.50$1.58$260.92$276.58
$277.50$255.00Oct 2$0.33$1.25$1.58$253.42$279.08
$305.00$240.00Oct 23$0.68$1.15$1.83$238.17$306.83
$280.00$240.00Oct 9$1.22$0.50$1.72$238.28$281.72
$265.00$262.50Sep 25$1.23$0.50$1.73$260.77$266.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 59 found (best R:R 1.87, avg credit $1.14)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
250/252270/272Oct 2$1.63$0.8750%1.87$250.87$271.63
248/250270/272Oct 2$1.38$1.1256%1.23$248.62$271.38
260/262275/278Sep 25$1.37$1.1354%1.21$261.13$276.37
240/242270/272Oct 2$1.21$1.2960%0.94$241.29$271.21
255/258278/280Oct 9$1.43$1.0750%1.34$256.07$278.93
250/252278/280Oct 2$0.75$1.7575%0.43$251.75$278.25
258/260270/272Oct 2$1.66$0.8436%1.98$258.34$271.66
248/250278/280Oct 2$0.50$2.0081%0.25$249.50$278.00
255/258275/278Oct 9$1.35$1.1547%1.17$256.15$276.35
252/255290/292Oct 16$0.83$1.6765%0.50$254.17$290.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 32 found (best R:R 5.94, cheapest $0.13)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$265.00$270.00$275.00Oct 9$0.35$4.6526%13.29
$270.00$275.00$280.00Oct 16$0.35$4.6520%13.29
$277.50$280.00$282.50Oct 2$0.13$2.374%18.23
$260.00$262.50$265.00Oct 16$0.35$2.1512%6.14
$257.50$260.00$262.50Oct 2$0.45$2.0513%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$260.00$262.50$265.00Sep 25$0.36$2.1455%5.94
$260.00$265.00$270.00Oct 30$0.20$4.8017%24.00
$260.00$265.00$270.00Oct 23$0.25$4.7519%19.00
$240.00$250.00$260.00Oct 23$1.54$8.4629%5.49
$250.00$255.00$260.00Nov 6$0.35$4.6516%13.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 82 found (best net $-0.25, 64 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$255.00$265.001:2Oct 30-$2.90$7.10
$270.00$275.001:2Oct 9-$0.40$4.60
$262.50$265.001:2Sep 25-$0.46$2.04
$275.00$280.001:2Oct 16-$0.25$4.75
$265.00$270.001:2Oct 9-$1.55$3.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$270.001:2Oct 9-$0.25$9.75
$280.00$270.001:2Oct 16-$1.50$8.50
$270.00$267.501:2Sep 25-$0.10$2.40
$250.00$240.001:2Nov 6-$0.56$9.44
$250.00$240.001:2Oct 30-$0.75$9.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 2.91%, avg 0.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$265.00Oct 30$7.700.500.2%2.91%3.11%301
$270.00Oct 23$5.500.422.1%2.08%4.17%2478
$270.00Oct 30$5.100.422.1%1.93%4.02%321
$265.00Oct 16$5.900.500.2%2.23%2.43%22
$280.00Oct 23$2.400.245.9%0.91%6.78%2--
$267.50Oct 16$4.600.441.1%1.74%2.88%21
$270.00Oct 16$3.400.392.1%1.29%3.37%11308
$275.00Oct 16$1.900.284.0%0.72%4.70%33
$265.00Oct 9$4.500.500.2%1.70%1.90%31
$270.00Oct 9$2.400.362.1%0.91%2.99%1024

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 1,441
Total Puts 2,167
Put/Call Ratio 1.50
Net Difference -726

Prior's Put/Call Breakdown

Total Calls 1,134
Total Puts 721
Put/Call Ratio 0.64
Net Difference 413

Prior 7-Day Put/Call Summary

Total Calls 8,214
Total Puts 9,295
Average Put/Call Ratio 1.21
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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